Here you will be shown how to make your own delicious Coquito (Puerto Rican Eggnog) Follow these simple steps to make your own Coquito (Puerto Rican Eggnog): You will need: 1 can of condensed milk, 1 can of evaporated milk, 1 can of coconut cream (not coconut milk), 1/2 cup white rum, cinnamon powder. Pour all the ingredients into a blender and mix well.